With ExpanDrive, you can securely
access any remote file server directly
from Explorer, or even the command
line. No need to open a separate SFTP
client just for file transfer.
ExpanDrive extends the way all
applications on your PC can access
data.

Haven't used it (I'm not on Windows), but looks nice.
–
ArjanMay 3 '11 at 11:53

I have been using this solution for several weeks now... it is exactly what I think a lot of people are looking for.
–
Russell S. PierceJul 14 '12 at 5:54

Unfortunately Windows 7 does not remember my thumbnails for these drives, so it spends lots of time and bandwidth generating them every time I visit any folder. Is there a way to fix this? What effect do the "fixed" and "removable" options have?
–
endolithDec 7 '13 at 1:51

There's no way to "fix" it because this is not a bug. Explorer reads thumbnails by design and so far nobody knows how to stop it from doing so. Network drive type should reduce the number of reads.
–
Eugene Mayevski 'EldoS CorpDec 7 '13 at 9:57

Is it really true that there are no FUSE port for Windows? If anyone knows of one add it to this list, please.

So, if anyone here knows about it: edit that page!

However, that very same Windows section does list other options, some of which apparently "fall back to implementing a FUSE compatibility layer on top of FIFS which implements a SMB server to provide access to other filesystems". I doubt it's useful, but if all else fails then looking at that list might help. It seems that Dokan might be a good FUSE-like alternative for Windows, especially for SSH/SFTP.

(And, when really taking things to extremes, one could even use DeleGate as a FTP-to-SFTP gateway, just in case one finds something that only supports FTP...)

I might be mistaking it for FTPS (I always confuse the two), but I believe this capability is built into windows explorer. Just open a folder window and type an ftp url (including secure items) into an address bar. Something like this:

sftp://user:pass@ftpsite.example.com/

You should be able to make a normal windows folder shortcut to that location as well. If you leave off the username and password it should prompt you.